ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122-13 |
123-08 |
0-27 |
0.7% |
124-05 |
| High |
123-22 |
126-09 |
2-19 |
2.1% |
126-15 |
| Low |
122-06 |
122-16 |
0-10 |
0.3% |
122-00 |
| Close |
122-16 |
125-21 |
3-05 |
2.6% |
122-03 |
| Range |
1-16 |
3-25 |
2-09 |
152.1% |
4-15 |
| ATR |
1-19 |
1-24 |
0-05 |
9.9% |
0-00 |
| Volume |
14 |
4 |
-10 |
-71.4% |
231 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-05 |
134-22 |
127-24 |
|
| R3 |
132-12 |
130-29 |
126-22 |
|
| R2 |
128-19 |
128-19 |
126-11 |
|
| R1 |
127-04 |
127-04 |
126-00 |
127-28 |
| PP |
124-26 |
124-26 |
124-26 |
125-06 |
| S1 |
123-11 |
123-11 |
125-10 |
124-02 |
| S2 |
121-01 |
121-01 |
124-31 |
|
| S3 |
117-08 |
119-18 |
124-20 |
|
| S4 |
113-15 |
115-25 |
123-18 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-30 |
133-31 |
124-18 |
|
| R3 |
132-15 |
129-16 |
123-10 |
|
| R2 |
128-00 |
128-00 |
122-29 |
|
| R1 |
125-01 |
125-01 |
122-16 |
124-09 |
| PP |
123-17 |
123-17 |
123-17 |
123-04 |
| S1 |
120-18 |
120-18 |
121-22 |
119-26 |
| S2 |
119-02 |
119-02 |
121-09 |
|
| S3 |
114-19 |
116-03 |
120-28 |
|
| S4 |
110-04 |
111-20 |
119-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-11 |
|
2.618 |
136-06 |
|
1.618 |
132-13 |
|
1.000 |
130-02 |
|
0.618 |
128-20 |
|
HIGH |
126-09 |
|
0.618 |
124-27 |
|
0.500 |
124-12 |
|
0.382 |
123-30 |
|
LOW |
122-16 |
|
0.618 |
120-05 |
|
1.000 |
118-23 |
|
1.618 |
116-12 |
|
2.618 |
112-19 |
|
4.250 |
106-14 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-08 |
125-06 |
| PP |
124-26 |
124-23 |
| S1 |
124-12 |
124-08 |
|